When I receive an email to my Office 365 account this email has failed SPF checking by Office 365

e.g. Authentication-Results: spf=fail (sender IP is xx.xxx.xx.xx)

Answer:

When routing mail through an Email Security service such as Proofpoint Essentials, the sending IP of the original email will change to a Proofpoint IP. This is by design and common across all cloud-based email security solutions.

If Office 365 is configured to hard fail on an SPF check, all email that is processed by Proofpoint Essentials will be marked as spam. It is recommended that customers who use Office 365 do not use the Office 365 SPF configuration (which is disabled by default).

Proofpoint Essentials provides Customers with inbound protection against Spam, Viruses and malicious threats and this includes SPF checks on incoming mail. Therefore the email will already be filtered by Proofpoint Essentials before it is sent to Office 365.